"If 'fools rush in where angels fear to tread', then Bayesians 'jump' in where frequentists fear to 'step'..."
Very nice, Chuck! Definitely one for my list of "fortunes". Ravi. ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: rvarad...@jhmi.edu Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h tml ---------------------------------------------------------------------------- -------- -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Charles C. Berry Sent: Friday, October 23, 2009 1:18 AM To: Ben Bolker Cc: r-help@r-project.org Subject: Re: [R] Bayesian regression stepwise function? On Thu, 22 Oct 2009, Ben Bolker wrote: > > > > Allan.Y wrote: >> >> Hi everyone, >> >> I am wondering if there exists a stepwise regression function for the >> Bayesian regression model. I tried googling, but I couldn't find >> anything. I know "step" function exists for regular stepwise regression, >> but nothing for Bayes. >> > > Why? That seems so ... un-Bayesian ... If 'fools rush in where angels fear to tread', then Bayesians 'jump' in where frequentists fear to 'step'... Seriously, there are Bayesian regression approaches that priorize the model size (sometimes only implicitly by assigning a prior for the inclusion of each candidate regressors). Then they 'jump' between models of different sizes. On CRAN, Package qtlbim (which is specialized to a particular genetics problem) implements one such, I think. Package bqtl does not implement the jumping approach, but does explore a model space with differing numbers of regressors for the same (qtl) problem. Perhaps the closest to a general purpose 'stepwise flavored' Bayesian regression is implemented in Package BMA, which IIRC borrows step() for some of its work. But CRAN now has more packages than my cortex has neurons, so there are probably more packages that do something like this. Try RSiteSearch("jump regression", restric='functions') and start reading. HTH, Chuck > > > -- > View this message in context: http://www.nabble.com/Bayesian-regression-stepwise-function--tp26013725p2601 5081.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > Charles C. Berry (858) 534-2098 Dept of Family/Preventive Medicine E mailto:cbe...@tajo.ucsd.edu UC San Diego http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
